I know I've totally done this my whole makeup wearing life, but did you know that you should NEVER pump the wand in and out of your mascara? It allows air into the tube which will cause it to not only dry out much faster, but also makes it a breeding ground for bacteria!
When applying mascara, slow down and be sure to really get the base of your lashes with the wand. This will extend your lashes and make them look much fuller.
To avoid clumps, simply wipe the wand clean first (on a tissue or what have you), then dip it back into the mascara and apply away. By getting rid of any excess that has clung to the bristles, you're ensuring that those buggers don't stick to your lashes.
If you blow a dryer on your mascara curler for a few seconds before you use it, it curls even better. It's like turning it into a mini curling iron!